Senior Analyst, Model Developer
A large British bank, specialising in the savings and lending markets.
- Support team leader in developing, enhancing and supporting credit grading system across the bank including scorecards and IFRS 9 models
- Contribute to enhancing and documenting scorecard and Basel model methodologies and processes
- Contribute to developing credit score cut-off analysis framework, documentation standard
- Assist business units and functions to embed risk based pricing and capital efficiency in business decision making
- Use data mining, data modeling and segmentation to build credit scorecards
- Use SAS to develop or calibrate Basel IFRS 9 models
- Ensure that analysis and modeling meet project specifications and internal modeling standards
- Use SAS to construct and clean datasets.
- Use SAS to perform statistical analysis, modeling, profiling, and reporting.
- Use SAS to build predictive models - linear regression, logistic regressions, etc.
- Validate existing credit risk models.
- Construct and produce required MIS reports across business units and products for model performance tracking
- Perform ad-hoc credit analysis as required
- Perform other advanced analytic modelling as requested
- Strong SAS programming skills including Base SAS and Macros
- Strong data handling and processing skills
- Good working knowledge and proficiency in statistical analysis, credit scorecard / Basel IRB modeling
- Good working knowledge in Excel, Word and Power point.
- VBA and excel application development experience would be desirable.
To discuss the role in greater detail please contact Luke Nash on 0203 637 1605 or send through your CV to email@example.com